-4.5%
OWL vs ACM
+4.8%
-9.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.0% |
| 7D | -3.9% | -0.3% | -3.7% | -3.7% |
| 30D | -3.7% | -12.9% | +9.3% | +4.2% |
| 3M | +21.4% | -6.4% | +27.8% | +24.6% |
| 6M | +18.3% | -29.2% | +47.6% | +46.7% |
| YTD | -20.1% | -29.9% | +9.8% | -1.7% |
| 1Y | -32.8% | -47.3% | +14.5% | +1.9% |
| 3Y | +8.6% | -19.6% | +28.2% | +14.6% |
| 5Y | -4.5% | +5.5% | -10.0% | -17.2% |
| All | -4.5% | +4.8% | -9.2% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling